|
|
eCommons@Cornell >
Browsing by Author Samorodnitsky, G.
Showing results 68 to 87 of 89
| Preview | Issue Date | Title | Author(s) | | Jan-1996 | Sample Quantiles of Heavy Tailed Stochastic Processes | Embrechts, P.; Samorodnitsky, G. |
| Apr-2006 | Scaling Limits for Workload Process | Mikosch, T.; Samorodnitsky, G. |
| Oct-2000 | A Single Channel on/off Model with TCP-Like Control | Borkovec, M.; Dasgupta, A.; Resnick, S.; Samorodnitsky, G. |
| Dec-1992 | Stable Processes with Sample Paths in Orlicz Spaces | Norvaisa, R.; Samorodnitsky, G. |
| Jul-2006 | Stationary Symmetric alpha-stable Discrete Parameter Random Fields | Roy, P.; Samorodnitsky, G. |
| Jun-1999 | Steady State Distribution of the Buffer Content for M/G/infinity Input Fluid Queues | Resnick, S.; Samorodnitsky, G. |
| Jun-1990 | Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors | Samorodnitsky, G.; Taqqu, M. |
| Oct-2005 | Subadditivity Re-Examined: The Case for Value-At-Risk | Danielsson, J.; Jorgensen, B. N.; Mandira, S.; Samorodnitsky, G.; de Vries, C. G. |
| Dec-1991 | Subexponentiality of the product of independent random variables | Cline, D. B. H.; Samorodnitsky, G. |
| Sep-1993 | Super Fractional Brownian Moton, Fractional Super Brownian Motion and Related Self-Similar (Super) Processes | Adler, R. J.; Samorodnitsky, G. |
| Jul-1998 | The supremum of a negative drift random walk with dependent heavy-tailed steps | Mikosch, T.; Samorodnitsky, G. |
| Jun-1996 | Symmetric Infinitely Divisible Processes with Sample Paths in Orlicz Spaces and Absolute Continuity of Infinitely Divisible Processes | Braverman, M.; Samorodnitsky, G. |
| Oct-1994 | Symmetrization and Concentration Inequalities for Multilinear Forms with Applications to Zero-one Laws for Levy Chaos | Rosinski, J.; Samorodnitsky, G. |
| Sep-1996 | Tail Behavior of Shot Noise Processes | Samorodnitsky, G. |
| Feb-2007 | Tail probabilities for Infinite series of Regularly Varying Random Sectors | Hult, H.; Samorodnitsky, G. |
| Mar-2000 | Tail probabilities of subadditive functionals acting on Levy processes | Braverman, M.; Mikosch, T.; Samorodnitsky, G. |
| Mar-1997 | Tails of Levy Measure of Geometric Stable Random Variables | Kozubowski, T. J.; Podgorski, K.; Samorodnitsky, G. |
| Feb-2002 | Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Levy motions | Samorodnitsky, G.; Grigoriu, M. |
| Oct-1998 | Testing for structural breaks in time series regressions with heavy-tailed disturbances | Mittnik, S.; Rachev, S. T.; Samorodnitsky, G. |
| Apr-2002 | Variable heavy tailed durations in internet traffic | Hernandez-Campos, F.; Marron, J. S.; Samorodnitsky, G.; Smith, F. D. |
Showing results 68 to 87 of 89
|
